Continual Calibration: Coverage Can Collapse Before Accuracy in Lifelong LLM Fine-Tuning

Continual learning for large language models is typically evaluated through accuracy retention under sequential fine-tuning. We argue that this perspective is incomplete, because uncertainty reliability can degrade earlier and more sharply than top-1 performance. We study this empirically by measuring conformal coverage and calibration error on sequentially fine-tuned models across three model families and eight task sequences drawn primarily from classification and multiple-choice benchmarks. Across the classification-style settings we study, coverage loss exceeds accuracy loss by a factor of roughly $3.4\times \pm 0.5\times$ on average across seeds; in the most pronounced case, coverage drops from $0.92$ to $0.61$, while accuracy remains within three points of baseline. Standard continual-learning methods that preserve accuracy do not automatically preserve coverage, and naive calibration baselines recover only part of the gap. We propose calibration replay, a lightweight post-hoc procedure that maintains a task-specific held-out buffer and refits a task-specific conformal threshold under the current model after each update. It adds no training-time gradient cost, uses less than one percent of the memory of ordinary experience replay, and typically restores coverage to within two points of nominal at buffer size $m = 200$. We accompany the empirical study with a drift decomposition, a finite-sample recovery theorem showing exact conformal validity under exchangeability, and a mixture-validity proposition explaining why pooled thresholds do not suffice. Our guarantees are stated for classification-style tasks with task-specific buffers; extensions to open-ended generation are exploratory.